Applied Statistics in Social Sciences

This work is a detailed description of different discrete and continuous univariate and multivariate distributions with applications in economics and different financial problems and other scenarios in which these recently developed statistical models have been applied in recent years, including actuarial statistics (with emphasis on credibility theory, ruin theory, calculation of insurance premiums, etc.), stochastic frontier analysis (estimation of technical efficiency), duration models (intraday rate of trading), population geography, income and wealth distribution, physical economy, tourism and sports, among others. Each distribution is dealt with in a separate chapter along with descriptions of all possible applications. The authors also provide a detailed analysis of the proposed probabilistic families, discussing their relationship with existing models, statistical properties, analyzing their strengths and weaknesses, similarities and differences, different estimation methods along with comments on possible applications and extensions. Simulation methods are given for most of the models presented. Many of the probabilistic models shown along with their applications in the fields indicated are a result of numerous research articles published by the authors although others are also provided, mainly based on classical formulations, which have been the starting point of more general models. This volume contains an extensive updated bibliography selected from magazines and books on statistics, mathematics, economics, actuarial sciences and computer science. This book is an essential manual for researchers, professionals, professionals and, in general, for graduate students in computer science, engineering, bioinformatics, statistics and mathematics, since the concise writing style makes the book accessible to a wide audience.

這本書是對不同離散和連續單變量和多變量分佈的詳細描述，並應用於經濟學和不同金融問題以及近年來這些最近發展的統計模型在其他場景中的應用，包括精算統計（重點放在可信度理論、破產理論、保險費用計算等方面）、隨機邊界分析（技術效率估計）、持續時間模型（日內交易率）、人口地理學、收入和財富分配、實體經濟、旅遊和體育等。每個分佈都在單獨的章節中進行討論，並提供所有可能應用的描述。作者還對所提出的概率家族進行了詳細分析，討論它們與現有模型的關係、統計特性，分析它們的優點和缺點、相似性和差異性，不同的估計方法以及對可能的應用和擴展的評論。大多數所介紹的模型都提供了模擬方法。這些概率模型以及它們在所指示的領域中的應用，很多是作者發表的許多研究文章的結果，但也提供了其他的模型，主要是基於經典公式，這些公式是更一般模型的起點。本書包含了從統計、數學、經濟學、精算學和計算機科學的雜誌和書籍中選取的廣泛更新的參考文獻。這本書是研究人員、專業人士和研究生（尤其是計算機科學、工程學、生物信息學、統計學和數學專業）的必備手冊，因為簡潔的寫作風格使得這本書對廣大讀者都易於理解。

Emilio Gómez-Déniz is Professor of mathematics at University of Las Palmas de Gran Canaria, Spain. His research focuses on distribution theory, Bayesian statistics, robustness, Bayesian applications in economics with emphasis in actuarial statistics (credibility, ruin theory...). He is widely published in peer-reviewed national and international journals on these topics, such as Annals of Tourism Research, Tourism Economics, Insurance: Mathematics and Economics, Astin Bulletin, Quantitative Finance, Journal of Productivity Analysis, Physica A, among others. He was awarded the Julio Castelo Matrán international research award granted by the Mapfre Foundation in 2008 for his research in the area of insurance. He has also worked as an associate editor of journals such as Statistical Methodology, Symmetry, Risks, Spanish Statistical Journal, etc. He has also been a reviewer for Mathematical Reviews (American, Mathematical Society, AMS). He has more than 100 publications in research journals, most of them with JCR impact, and also has an extensive catalog of published books and invited conferences.

Enrique Calderín-Ojeda, Ph.D has degrees in mathematics (UNED, Spain) and applied statistics (ULPGC, Spain). He is Senior Lecturer at the Centre for Actuarial Studies at the University of Melbourne. He is author of numerous scientific papers in the field of actuarial statistics and econophysics. He is a member of the editorial board of the Spanish Journal of Statistics. He was awarded with best oral presentation in the International Conference for Applied Statistics ICAS 2015. He also received the Ignacion H. de Larramendi research grant 2017 sponsored by Fundación Mapfre in insurance and social protection.

Emilio Gómez-Déniz是西班牙拉斯帕爾馬斯大學的數學教授。他的研究專注於分佈理論、貝葉斯統計學、魯棒性以及貝葉斯在經濟學中的應用，尤其是保險統計學（可信度、破產理論等）。他在這些主題上在國內外同行評審的期刊上發表了大量文章，例如《旅遊研究年鑑》、《旅遊經濟學》、《保險：數學與經濟學》、《Astin公報》、《量化金融》、《生產力分析期刊》、《物理學A》等。他於2008年獲得了Mapfre基金會頒發的Julio Castelo Matrán國際研究獎，以表彰他在保險領域的研究成果。他還曾擔任《統計方法論》、《對稱性》、《風險》、《西班牙統計學雜誌》等期刊的副編輯，並擔任過美國數學學會（AMS）的《數學評論》審稿人。他在研究期刊上發表了100多篇文章，其中大部分具有JCR影響力，並且還有大量出版的書籍和邀請演講。

Enrique Calderón-Ojeda博士擁有西班牙國家教育大學（UNED）的數學學位和拉斯帕爾馬斯大學（ULPGC）的應用統計學學位。他是墨爾本大學精算研究中心的高級講師。他在精算統計學和經濟物理學領域發表了許多科學論文。他是《西班牙統計學雜誌》的編輯委員會成員。他曾獲得2015年應用統計國際會議最佳口頭報告獎。他還獲得了由Mapfre基金會贊助的2017年Ignacion H. de Larramendi保險和社會保護研究獎助金。